| Metric | 11391365:btcusd:triple_med_gx:lsma120_100 | 11391365:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 17.09% | 172.77% |
| Max Drawdown | -15.95% | -67.18% |
| Sharpe | 0.26 | 0.42 |
| Sortino | 0.37 | 0.61 |
| Payoff Ratio | 1.11 | 1.13 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 124.45 | 2.78 |
| Outlier Loss Ratio | 3.49 | 2.6 |
| Volatility (ann.) | 4.98% | 26.26% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.31 | 0.53 |
| Skew | -4.28 | 0.19 |
| Kurtosis | 261.47 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.48% |
| Expected Yearly % | 4.02% | 28.51% |
| Kelly Criterion | 5.36% | 8.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.23% |
| Expected Shortfall (cVaR) | -0.43% | -2.23% |
| Year | 11391365:BTCUSD | 11391365:btcusd:triple_med_gx:lsma120_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 1.73 | -0.03 | + |
| 2023 | 155.54 | 13.96 | 0.09 | - |
| 2024 | 121.00 | 0.05 | 0.00 | - |
| 2025 | 17.02 | 0.95 | 0.06 | - |
| Metric | 11391365:btcusd:triple_med_gx:lsma120_100 | 11391365:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.38% | 31.76% |
| 6M | 0.95% | 12.25% |
| YTD | 0.95% | 17.02% |
| 1Y | -3.23% | 57.19% |
| 3Y (ann.) | 1.79% | 55.42% |
| 5Y (ann.) | 4.88% | 35.42% |
| Metric | 11391365:btcusd:triple_med_gx:lsma120_100 | 11391365:BTCUSD |
|---|---|---|
| Max Drawdown | -15.95% | -67.18% |
| Longest DD Days | 579.0 | 683.0 |
| Avg. Drawdown | -3.73% | -7.19% |
| Avg. Drawdown Days | 109.0 | 37.0 |
| Recovery Factor | 1.07 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2024-02-07 | -15.95 | 579 |
| 2024-05-10 | 2025-06-11 | -10.15 | 396 |
| 2024-05-08 | 2024-05-09 | -2.65 | 1 |
| 2022-03-17 | 2022-03-18 | -1.79 | 1 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-07-05 | 2022-07-06 | -0.85 | 0 |
| 2024-05-10 | 2024-05-10 | -0.49 | 0 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| 2022-05-29 | 2022-05-29 | -0.18 | 0 |
| Metric | 11391365:btcusd:triple_med_gx:lsma120_100 | 11391365:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 9.57% | 35.75% |
| Worst Week | -9.87% | -29.64% |
| Best Month | 9.57% | 43.77% |
| Worst Month | -9.87% | -37.12% |
| Best Year | 13.96% | 155.54% |
| Worst Year | 0.05% | -58.73% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 3.19% | 6.75% |
| Avg. Down Week | -3.94% | -5.73% |
| Avg. Up Month | 3.56% | 18.83% |
| Avg. Down Month | -3.53% | -5.79% |
| Win Days % | 50.21% | 51.3% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 51.72% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 100.0% | 75.0% |